4期

最新文章

• Spatializing random measures: Doubly indexed processes and the large deviation principle (vol 27, pg 297, 1999) AI翻译
  作者：Boucher, C; Ellis, RS; Turkington, B
  作者单位：University of Massachusetts System; University of Massachusetts Amherst
• Doob, Ignatov and optional skipping AI翻译
  作者：Simons, G; Yao, YC; Yang, LJ
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; Academia Sinica - Taiwan; Michigan State University
  摘要：A general set of distribution-free conditions is described under which an i.i.d. sequence of random variables is preserved under optional skipping. This work is motivated by theorems of J. L. Doob [Ann. of Math. 37 (1936) 363-367] and Z. Ignatov [Annuaire Univ. Sofia Fac. Math. Mech. 71 (1977) 79-94], unifying and extending aspects of both.
• A pure jump Markov process associated with Smoluchowski's coagulation equation AI翻译
  作者：Deaconu, M; Fournier, N; Tanré, E
  作者单位：Universite de Lorraine
  摘要：The aim of the present paper is to construct a stochastic process, whose law is the solution of the Smoluchowski's coagulation equation. We introduce first a modified equation, dealing with the evolution of the distribution Q(t) (dx) of the mass in the system. The advantage we take on this is that we can perform an unified study for both continuous and discrete models. The integro-partial-differential equation satisfied by {Q(t)}(tgreater than or equal to0) can be interpreted as the evolution ...
• Concentration of the Brownian bridge on the hyperbolic plane AI翻译
  作者：Simon, T
  作者单位：Universite Paris Saclay
  摘要：We consider a Brownian bridge on the hyperbolic plane with one extremity tending to infinity, in finite time. We show that the exact exponential rate according-to which this process concentrates around the geodesical segment joining the origin o to the moving extremity z is -rho(o, z), where rho stands for the hyperbolic distance. This improves a result of A. Eberle.
• The Abelian Sandpile model on an infinite tree AI翻译
  作者：Maes, C; Redig, F; Saada, E
  作者单位：KU Leuven; Eindhoven University of Technology; Universite de Rouen Normandie; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
  摘要：We consider the standard Abelian sandpile process on the Bethe lattice. We show the existence of the thermodynamic limit for the finite volume stationary measures and the existence of a unique infinite volume Markov process exhibiting features of self-organized criticality.
• Characterization of stationary measures for one-dimensional exclusion processes AI翻译
  作者：Bramson, M; Liggett, TM; Mountford, T
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of California System; University of California Los Angeles
  摘要：The product Bernoulli measures upsilon(alpha) with densities alpha, alpha is an element of [0, 1], are the extremal translation invariant stationary measures for an exclusion process on Z with irreducible random walk kernel p(.). Stationary measures that are not translation invariant are known to exist for finite range p(.) with positive mean. These measures have particle densities that tend to 1 as x --> infinity and tend to 0 as x --> infinity; the corresponding extremal measures form a onep...
• Maxima of partial sums indexed by geometrical structures AI翻译
  作者：Jiang, TF
  作者单位：University of Minnesota System; University of Minnesota Twin Cities
  摘要：The maxima of partial sums indexed by squares and rectangles over lattice points and random cubes are studied in this paper. For some of these problems, the dimension (d = 1, d = 2 and d greater than or equal to 3) significantly affects the limit behavior of the maxima. However, for other problems, the maxima behave almost the same as their one-dimensional counterparts. The tools for proving these results are large deviations, the Chen-Stein method, number theory and inequalities of empirical ...
• Regularity of quasi-stationary measures for simple exclusion in dimension d ≥ 5 AI翻译
  作者：Asselah, A; Ferrari, PA
  作者单位：Aix-Marseille Universite; Universidade de Sao Paulo
  摘要：We consider the symmetric simple exclusion process on Z(d) for d greater than or equal to 5, and study the regularity of the quasi-stationary measures of the dynamics conditioned on not occupying the origin. For each rho is an element of]0, 1[, we establish uniqueness of the density of quasi-stationary measures in L-2(d(upsilonrho)), where upsilon(rho) is the stationary measure of density p. This, in turn, permits us to obtain sharp estimates for P-upsilonrho(tau > t), where tau is the first t...
• Concentration inequalities, large and moderate deviations for self-normalized empirical processes AI翻译
  作者：Bercu, B; Gassiat, E; Rio, E
  作者单位：Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Paris Saclay; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
  摘要：We consider the supremum W-n of self-normalized empirical processes indexed by unbounded classes of functions F. Such variables are of interest in various statistical applications, for example, the likelihood ratio tests of contamination. Using the Herbst method, we prove an exponential concentration inequality for W-n under a second moment assumption on the envelope function of F. This inequality is applied to obtain moderate deviations for W-n. We also provide large deviations results for so...